I need some help with the installation of pro* c precompiler.
I had installed oracle 11g express edition on windows xp home edition and it works, now I would make some practice with the embedded SQL, so I need pro* C precompiler.
The problem is that I don't know how to install pro* C. I tried with instantclient_11_2 but there is not a setup file in the package.
I know that oracle 9i comes with pro* C already available, but I don't know if there is a free version of it.
Can anyone help me?

I don't either, this is the database forum, not a developer forum. Sorry.

tried with instantclient_11_2

No need to install any client, the database software install includes a client.

If you prefer free, try linux. gcc and many other developer options are available under the open source GPL. Only caveat for XE on linux is your host must have a 64-bit CPU.

Setting up a virtual machine lets you take a crack at it without harming your host c: drive and boot files, no dual-boot or grub tweaks required. Better to have at least 4G RAM but 2G can work, be sure to consult the XE linux install docs.

For practicing (self education, non-profit) you might want to read through the OTN developer license, to see if the non-fee license for SE/EE is applicable to your case.
http://www.oracle.com/technetwork/indexes/downloads/index.html

A full Database (Server) or Database Client install should include dev tools, etc.

The problem is that I don't know how to install pro* C. I tried with instantclient_11_2 but there is not a setup file in the package.

That's the point of Instant Client -- just a few files which you drop in a folder of choice (no thousands of registry entries, installer inventory, etc. etc.). Easy to deploy, easy to manage.

I know that oracle 9i comes with pro* C already available, but I don't know if there is a free version of it.

9i collects dust together with the other antiquities by now. Even 11.1 is out of support and software withdrawn from public downloads section.

As said, even though you have XE at the backend, the area of discussion is client appliction / developer tools.